Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47946.53 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46551.58 Kr¶

PnL: ---------------------------------------> -336.99 Kr¶

DD now: ---------------------------------> -1.405 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:25:24.986342'

Anic Portfolio¶

Today¶

Return: 0.07 %¶

This Week¶

Return: 0.07 %¶

Total¶

Return: 56.965 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.150000 620.680000 43.680000 7.570000 576.999999
AcadeMedia 12 0.930000 598.800000 41.800000 7.500000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.470000 393.800000 38.800000 10.930000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.390000 708.000000 35.000000 5.200000 673.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
SAAB B 8 -0.980000 3406.400000 29.400000 0.870000 3377.000000
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
OEM International B 7 1.030000 551.600000 23.600000 4.470000 527.999997
Eastnine 4 0.160000 509.600000 18.600000 3.790000 491.000000
Intrum 4 1.790000 545.600000 18.600000 3.530000 527.000000
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.790000 544.800000 12.800000 2.410000 532.000000
Securitas B 6 2.360000 577.320000 7.320000 1.280000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.160000 568.200000 4.200000 0.740000 564.000000
CTEK 13 1.420000 537.550000 3.550000 0.660000 533.999999
Samhällsbyggnadsbo. i Norden D 12 2.990000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Nordea Bank Abp 29 0.080000 3451.580000 -2.420000 -0.070000 3453.999992
Essity B 2 -2.040000 565.600000 -8.400000 -1.460000 574.000000
Midsona B 63 2.470000 573.930000 -9.070000 -1.560000 582.999984
Essity A 4 -1.740000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 3.740000 568.500000 -26.070000 -4.380000 594.565215
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
Vivesto 1368 -0.930000 551.300000 -61.700000 -10.070000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -0.620000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.360000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46551.580000 -336.990000 -1.40523% 46888.564618

Updated:¶

'2023-01-23 14:25:38.363245'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶